Eigen::CholmodSimplicialLDLT< MatrixType_, UpLo_ > Class Template Reference

A simplicial direct Cholesky (LDLT) factorization and solver based on Cholmod. More...

#include <CholmodSupport.h>

Inheritance diagram for Eigen::CholmodSimplicialLDLT< MatrixType_, UpLo_ >:

Public Types
typedef MatrixType_	MatrixType
typedef MatrixType::Scalar	Scalar
typedef MatrixType::RealScalar	RealScalar
typedef MatrixType::StorageIndex	StorageIndex
typedef Matrix< Scalar, Dynamic, 1 >	VectorType
typedef TriangularView< const MatrixType, Eigen::UnitLower >	MatrixL
typedef TriangularView< const typename MatrixType::AdjointReturnType, Eigen::UnitUpper >	MatrixU
Public Types inherited from Eigen::CholmodBase< MatrixType_, Lower, CholmodSimplicialLDLT< MatrixType_, Lower > >
enum
enum
typedef MatrixType_	MatrixType
typedef MatrixType::Scalar	Scalar
typedef MatrixType::RealScalar	RealScalar
typedef MatrixType	CholMatrixType
typedef MatrixType::StorageIndex	StorageIndex

Public Member Functions
	CholmodSimplicialLDLT ()
	CholmodSimplicialLDLT (const MatrixType &matrix)
	~CholmodSimplicialLDLT ()
VectorType	vectorD () const
MatrixL	matrixL () const
MatrixU	matrixU () const
Public Member Functions inherited from Eigen::CholmodBase< MatrixType_, Lower, CholmodSimplicialLDLT< MatrixType_, Lower > >
	CholmodBase ()
	CholmodBase (const MatrixType &matrix)
	~CholmodBase ()
StorageIndex	cols () const
StorageIndex	rows () const
ComputationInfo	info () const
	Reports whether previous computation was successful. More...
CholmodSimplicialLDLT< MatrixType_, Lower > &	compute (const MatrixType &matrix)
void	analyzePattern (const MatrixType &matrix)
void	factorize (const MatrixType &matrix)
cholmod_common &	cholmod ()
void	_solve_impl (const MatrixBase< Rhs > &b, MatrixBase< Dest > &dest) const
void	_solve_impl (const SparseMatrixBase< RhsDerived > &b, SparseMatrixBase< DestDerived > &dest) const
CholmodSimplicialLDLT< MatrixType_, Lower > &	setShift (const RealScalar &offset)
Scalar	determinant () const
Scalar	logDeterminant () const
void	dumpMemory (Stream &)
Public Member Functions inherited from Eigen::SparseSolverBase< Derived >
	SparseSolverBase ()
	SparseSolverBase (SparseSolverBase &&other)
	~SparseSolverBase ()
Derived &	derived ()
const Derived &	derived () const
template<typename Rhs >
const Solve< Derived, Rhs >	solve (const MatrixBase< Rhs > &b) const
template<typename Rhs >
const Solve< Derived, Rhs >	solve (const SparseMatrixBase< Rhs > &b) const
template<typename Rhs , typename Dest >
void	_solve_impl (const SparseMatrixBase< Rhs > &b, SparseMatrixBase< Dest > &dest) const

Protected Member Functions
void	init ()
Protected Member Functions inherited from Eigen::CholmodBase< MatrixType_, Lower, CholmodSimplicialLDLT< MatrixType_, Lower > >
CholmodSimplicialLDLT< MatrixType_, Lower > &	derived ()
const CholmodSimplicialLDLT< MatrixType_, Lower > &	derived () const

Private Types
typedef CholmodBase< MatrixType_, UpLo_, CholmodSimplicialLDLT >	Base

Private Attributes
cholmod_common	m_cholmod

Additional Inherited Members
Protected Types inherited from Eigen::CholmodBase< MatrixType_, Lower, CholmodSimplicialLDLT< MatrixType_, Lower > >
typedef SparseSolverBase< CholmodSimplicialLDLT< MatrixType_, Lower > >	Base
Protected Attributes inherited from Eigen::CholmodBase< MatrixType_, Lower, CholmodSimplicialLDLT< MatrixType_, Lower > >
cholmod_common	m_cholmod
cholmod_factor *	m_cholmodFactor
double	m_shiftOffset [2]
ComputationInfo	m_info
int	m_factorizationIsOk
int	m_analysisIsOk
bool	m_isInitialized
Protected Attributes inherited from Eigen::SparseSolverBase< Derived >
bool	m_isInitialized

Detailed Description

template<typename MatrixType_, int UpLo_ = Lower>
class Eigen::CholmodSimplicialLDLT< MatrixType_, UpLo_ >

A simplicial direct Cholesky (LDLT) factorization and solver based on Cholmod.

This class allows to solve for A.X = B sparse linear problems via a simplicial LDL^T Cholesky factorization using the Cholmod library. This simplicial variant is equivalent to Eigen's built-in SimplicialLDLT class. Therefore, it has little practical interest. The sparse matrix A must be selfadjoint and positive definite. The vectors or matrices X and B can be either dense or sparse.

Template Parameters

MatrixType_	the type of the sparse matrix A, it must be a SparseMatrix<>
UpLo_	the triangular part that will be used for the computations. It can be Lower or Upper. Default is Lower.

\implsparsesolverconcept

This class supports all kind of SparseMatrix<>: row or column major; upper, lower, or both; compressed or non compressed.

Warning

Only double precision real and complex scalar types are supported by Cholmod.

See also

Sparse solver concept, class CholmodSupernodalLLT, class SimplicialLDLT

Member Typedef Documentation

Base

template<typename MatrixType_ , int UpLo_ = Lower>

typedef CholmodBase<MatrixType_, UpLo_, CholmodSimplicialLDLT> Eigen::CholmodSimplicialLDLT< MatrixType_, UpLo_ >::Base

private

MatrixL

template<typename MatrixType_ , int UpLo_ = Lower>

typedef TriangularView<const MatrixType, Eigen::UnitLower> Eigen::CholmodSimplicialLDLT< MatrixType_, UpLo_ >::MatrixL

MatrixType

template<typename MatrixType_ , int UpLo_ = Lower>

typedef MatrixType_ Eigen::CholmodSimplicialLDLT< MatrixType_, UpLo_ >::MatrixType

MatrixU

template<typename MatrixType_ , int UpLo_ = Lower>

typedef TriangularView<const typename MatrixType::AdjointReturnType, Eigen::UnitUpper> Eigen::CholmodSimplicialLDLT< MatrixType_, UpLo_ >::MatrixU

RealScalar

template<typename MatrixType_ , int UpLo_ = Lower>

typedef MatrixType::RealScalar Eigen::CholmodSimplicialLDLT< MatrixType_, UpLo_ >::RealScalar

Scalar

template<typename MatrixType_ , int UpLo_ = Lower>

typedef MatrixType::Scalar Eigen::CholmodSimplicialLDLT< MatrixType_, UpLo_ >::Scalar

StorageIndex

template<typename MatrixType_ , int UpLo_ = Lower>

typedef MatrixType::StorageIndex Eigen::CholmodSimplicialLDLT< MatrixType_, UpLo_ >::StorageIndex

VectorType

template<typename MatrixType_ , int UpLo_ = Lower>

typedef Matrix<Scalar, Dynamic, 1> Eigen::CholmodSimplicialLDLT< MatrixType_, UpLo_ >::VectorType

Constructor & Destructor Documentation

CholmodSimplicialLDLT() [1/2]

template<typename MatrixType_ , int UpLo_ = Lower>

Eigen::CholmodSimplicialLDLT< MatrixType_, UpLo_ >::CholmodSimplicialLDLT ( )

inline

: Base() { init(); }

References Eigen::CholmodSimplicialLDLT< MatrixType_, UpLo_ >::init().

CholmodSimplicialLDLT() [2/2]

template<typename MatrixType_ , int UpLo_ = Lower>

Eigen::CholmodSimplicialLDLT< MatrixType_, UpLo_ >::CholmodSimplicialLDLT ( const MatrixType &  matrix )

inline

                                                  : Base() {
    init();
    this->compute(matrix);
  }

References Eigen::CholmodBase< MatrixType_, Lower, CholmodSimplicialLDLT< MatrixType_, Lower > >::compute(), and Eigen::CholmodSimplicialLDLT< MatrixType_, UpLo_ >::init().

~CholmodSimplicialLDLT()

template<typename MatrixType_ , int UpLo_ = Lower>

Eigen::CholmodSimplicialLDLT< MatrixType_, UpLo_ >::~CholmodSimplicialLDLT ( )

inline

{}

Member Function Documentation

init()

template<typename MatrixType_ , int UpLo_ = Lower>

void Eigen::CholmodSimplicialLDLT< MatrixType_, UpLo_ >::init ( )

inlineprotected

              {
    m_cholmod.final_asis = 1;
    m_cholmod.supernodal = CHOLMOD_SIMPLICIAL;
  }

References Eigen::CholmodSimplicialLDLT< MatrixType_, UpLo_ >::m_cholmod.

Referenced by Eigen::CholmodSimplicialLDLT< MatrixType_, UpLo_ >::CholmodSimplicialLDLT().

matrixL()

template<typename MatrixType_ , int UpLo_ = Lower>

MatrixL Eigen::CholmodSimplicialLDLT< MatrixType_, UpLo_ >::matrixL ( ) const

inline

Returns

an expression of the factor L

{ return viewAsEigen<Scalar, StorageIndex>(*Base::m_cholmodFactor); }

References Eigen::CholmodBase< MatrixType_, UpLo_, Derived >::m_cholmodFactor.

Referenced by Eigen::CholmodSimplicialLDLT< MatrixType_, UpLo_ >::matrixU().

matrixU()

template<typename MatrixType_ , int UpLo_ = Lower>

MatrixU Eigen::CholmodSimplicialLDLT< MatrixType_, UpLo_ >::matrixU ( ) const

inline

Returns

an expression of the factor U (= L^*)

{ return matrixL().adjoint(); }

References Eigen::TriangularView< MatrixType_, Mode_ >::adjoint(), and Eigen::CholmodSimplicialLDLT< MatrixType_, UpLo_ >::matrixL().

vectorD()

template<typename MatrixType_ , int UpLo_ = Lower>

VectorType Eigen::CholmodSimplicialLDLT< MatrixType_, UpLo_ >::vectorD ( ) const

inline

Returns

a vector expression of the diagonal D

                                    {
    auto cholmodL = viewAsEigen<Scalar, StorageIndex>(*Base::m_cholmodFactor);
 
    VectorType D{cholmodL.rows()};
 
    for (Index k = 0; k < cholmodL.outerSize(); ++k) {
      typename decltype(cholmodL)::InnerIterator it{cholmodL, k};
      D(k) = it.value();
    }
 
    return D;
  }

References D, k, and Eigen::CholmodBase< MatrixType_, UpLo_, Derived >::m_cholmodFactor.

Member Data Documentation

m_cholmod

template<typename MatrixType_ , int UpLo_ = Lower>

cholmod_common Eigen::CholmodBase< MatrixType_, UpLo_, Derived >::m_cholmod

mutableprivate

Referenced by Eigen::CholmodSimplicialLDLT< MatrixType_, UpLo_ >::init().

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The documentation for this class was generated from the following file:

• CholmodSupport.h